Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <ISBN: 978-0367221096>.

Applied Statistical Time Series Analysis

package-ubuntu-20.04-r-4.0.5#cran#astsa-1.12

1000 simulated observations from an ARFIMA(1, 1, 0) model with φ = .75 and d = .4.

The format is:
Time-Series [1:1000] from 1 to 1000: -0.0294 0.7487 -0.3386 -1.0332 -0.2627 ...

<a href="https://www.stat.pitt.edu/stoffer/tsa4/">https://www.stat.pitt.edu/stoffer/tsa4/</a> and <a href="https://www.stat.pitt.edu/stoffer/tsda/">https://www.stat.pitt.edu/stoffer/tsda/</a>

package-ubuntu-20.04-r-4.0.5#cran#astsa-1.12#docs#arf

arf

Description

Format

References

astsa

We don't support your browser anymore